+693.6%
VMC vs NVMI
+1,976.9%
-1,283.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.2% |
| 7D | -5.3% | +6.9% | -12.3% | -6.0% |
| 30D | -12.3% | -2.8% | -9.4% | -12.1% |
| 3M | -10.3% | -27.3% | +17.1% | -7.9% |
| 6M | -8.6% | -13.7% | +5.1% | -8.1% |
| YTD | -11.9% | +13.8% | -25.7% | -14.1% |
| 1Y | -13.9% | +34.9% | -48.8% | -17.8% |
| 3Y | +18.2% | +213.5% | -195.4% | +1.6% |
| 5Y | +47.7% | +272.5% | -224.7% | +23.9% |
| 10Y | +152.5% | +3,142.4% | -2,989.9% | +74.7% |
| All | +693.6% | +1,976.9% | -1,283.4% | +327.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NVMI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling